„Mój” does decline to agree with thing owned so it would indeed be „mojego” but „pokój” has genitive „pokoju”, so it would be:

„Nie kocham mojego pokoju”

Side note: This sentence is not the best – „kocham mój pokój” alone is awkward(to me, at least), I would not use „kochać” with inanimate thing and would use „uwielbiać” instead, but negation makes it even worse, it really hints at 'I'm not in romantic relationship with my room' – it would be much better to use the antonym here instead („Nienawidzę mojego pokoju”).